-6.6%
VXX vs PODD
-4.2%
-2.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +2.5% |
| 7D | +7.2% | -10.6% | +17.7% | +4.7% |
| 30D | -5.8% | -6.9% | +1.1% | -7.2% |
| All | -6.6% | -4.2% | -2.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1mo: compounded portfolio wealth divided by compounded PODD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1mo analysis · Full analysis span regression · Available span rolling